+684.5%
SNPS vs O
+78.3%
+606.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.6% | +3.5% | -4.2% | -1.7% |
| 30D | -9.8% | +10.4% | -20.2% | -12.5% |
| 3M | +11.7% | -2.4% | +14.2% | +12.3% |
| 6M | -10.9% | -1.2% | -9.7% | -11.1% |
| YTD | -2.1% | +10.4% | -12.5% | -6.3% |
| 1Y | +14.8% | +11.4% | +3.3% | +9.4% |
| 3Y | -11.3% | +40.4% | -51.7% | -23.6% |
| 5Y | +36.2% | +12.1% | +24.1% | +27.5% |
| 10Y | +684.5% | +82.7% | +601.8% | +517.9% |
| All | +684.5% | +78.3% | +606.2% | +517.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling